+585.7%
JPM vs UDR
+47.3%
+538.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.3% | -3.4% | +1.0% | -0.7% |
| 30D | -2.3% | -5.4% | +3.1% | +0.3% |
| 3M | +14.9% | -10.0% | +24.9% | +20.5% |
| 6M | +23.6% | -2.5% | +26.2% | +24.3% |
| YTD | +11.3% | -1.1% | +12.4% | +10.7% |
| 1Y | +19.9% | -3.9% | +23.8% | +20.7% |
| 3Y | +162.6% | +3.4% | +159.1% | +149.8% |
| 5Y | +154.6% | -18.9% | +173.5% | +170.2% |
| All | +585.7% | +47.3% | +538.4% | +517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling